Application of Self-Organizing Map to Option Implied Volatility
碩士 === 國立交通大學 === 資訊管理研究所 === 95 === In this study we investigate the lead-lag relations between the index option market and the stock market at the aggregate level. We could forecast the fluctuation of Taiwan Stock Market Index if the relations did exist. We apply the diagram constructed by volatil...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03620076200903578968 |